This article reviews the design and analysis of matched cohort studies of injuries where exposed study subjects are matched to others not exposed. We focus on the situation in which data are available for the matched groups with at least one member who had the study outcome, but data are absent or incomplete for matched groups that have no members with the outcome. When matching is done in a ca...

In this paper we will approximate the sum of the margins from a two dimensional lognormal variable by moment matching with a one dimensional lognormal variable. We will look at different cases of correlation and volatility in the two dimensional variable to analyse the accuracy of the approximation. Basket options will be valuated based on the sum of two coupled lognormal assets and a univariat...